+803.3%
APP vs OUST
+537.2%
+266.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -9.0% | +40.0% | +32.7% |
| 7D | +39.7% | -5.0% | +44.7% | +40.4% |
| 30D | +27.7% | -32.0% | +59.8% | +35.8% |
| 3M | -14.8% | -32.4% | +17.6% | -10.2% |
| 6M | -25.5% | +6.7% | -32.2% | -31.5% |
| YTD | -47.2% | +41.0% | -88.2% | -54.7% |
| 1Y | -42.3% | +18.0% | -60.3% | -49.1% |
| All | +803.3% | +537.2% | +266.2% | +383.6% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded OUST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling